+140.2%
CMS vs ROP
+185.2%
-45.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +6.2% | +28.8% | -22.6% | -1.8% |
| 3M | +0.6% | +21.1% | -20.4% | -5.3% |
| 6M | -1.8% | +52.5% | -54.3% | -14.5% |
| YTD | +3.8% | +8.9% | -5.0% | +0.4% |
| 1Y | -1.8% | +8.2% | -10.0% | -4.9% |
| 3Y | +39.8% | -5.2% | +45.0% | +39.6% |
| 5Y | +37.1% | +1.7% | +35.4% | +31.6% |
| All | +140.2% | +185.2% | -45.0% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling